Extração da Volatilidade do Ibovespa
[Estimating Ibovespa's Volatility]
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KeywordsConditional volatility; Garch; Ibovespa.;
- C13 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Estimation: General
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
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